A: The sun isn’t in space it’s its own self contained atmosphere,

B: The sun has oxygen, or at least it would except…

C: The sun isn’t “on fire” it’s a fusion reactor, which means it is so hot that the electrons are free flowing so they don’t form into traditional atoms and the nucleus is under so much pressure that the nucleus can combine into a new element releasing ungodly amounts of energy.

D: magic probably.